diff --git a/C/CO_AutoCorr.c b/C/CO_AutoCorr.c
index 2b0511915..33832a4e2 100644
--- a/C/CO_AutoCorr.c
+++ b/C/CO_AutoCorr.c
@@ -291,6 +291,7 @@ double CO_Embed2_Dist_tau_d_expfit_meandiff(const double y[], const int size)
     
     int nBins = num_bins_auto(d, size-tau-1);
     if (nBins == 0){
+        free(d);
         return 0;
     }
     int * histCounts = malloc(nBins * sizeof(double));